+6.4%
CNH vs MNDY
-47.4%
+53.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.4% | +10.5% | +4.5% |
| 7D | +23.3% | -9.6% | +32.9% | +24.1% |
| 30D | +33.5% | -0.4% | +33.9% | +33.1% |
| 3M | +32.7% | +4.3% | +28.4% | +31.7% |
| 6M | +22.2% | +19.8% | +2.4% | +19.1% |
| YTD | +57.7% | -38.3% | +96.0% | +62.6% |
| 1Y | +28.0% | -50.1% | +78.1% | +34.2% |
| 3Y | +11.5% | -48.4% | +60.0% | +13.3% |
| 5Y | +11.9% | -76.0% | +87.9% | +8.7% |
| All | +6.4% | -47.4% | +53.8% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MNDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling